+513.3%
XRT vs JBLU
-62.9%
+576.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.8% | -3.5% | +4.3% | +1.7% |
| 30D | -4.2% | -27.2% | +23.0% | +3.9% |
| 3M | +5.1% | -4.3% | +9.4% | +5.0% |
| 6M | +2.4% | -8.3% | +10.7% | +1.6% |
| YTD | +3.2% | +1.8% | +1.4% | -1.6% |
| 1Y | +1.5% | -9.0% | +10.6% | -0.9% |
| 3Y | +40.6% | -21.9% | +62.5% | +23.3% |
| 5Y | -1.0% | -69.0% | +68.0% | +10.7% |
| 10Y | +128.4% | -70.8% | +199.2% | +132.2% |
| All | +513.3% | -62.9% | +576.2% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling